Machine learning in trading: theory, models, practice and algo-trading - page 3446

 
It's about synthetic control, I didn't understand it from the first go, because in the book it was somehow vague, and in agl.
 
Aleksey Vyazmikin #:

Well yes - it didn't turn out badly - only I got half for the work - the arbitrator decided so, much to my dismay.

And this is how the balance curve looks like on more historical data (without model) - Expert Advisor from the market...

and the reason? like it doesn't earn? :)))

 
Maxim Dmitrievsky #:

And the reason? Like he doesn't make money? :)))

I don't remember exactly, but it was from the opera "it's too complicated - I wanted it differently". He started looking for loopholes in the ToR, saying that it was possible to interpret something there in two ways, while I actually drew it up for him from his words.....

 
I even had an SSD get frustrated and physically fail - some of the information pulled out, but the complaints there are different and the answers are not.
 
Aleksey Vyazmikin #:

I don't remember exactly, but it was a case of "it's too complicated - I wanted it differently". He started looking for loopholes in the ToR, saying that it was possible to interpret something in two ways, while I had actually drafted it from his words....

His majesty freelance... and so the rates are almost free, if you look at the board
 
Maxim Dmitrievsky #:
Freelancing... and the rates are almost free, if you look at the board.

Yeah, it's been nerve-wracking. But the rates are higher than the average freelance job.

 
Maxim Dmitrievsky #:
It's about synthetic control, I didn't understand it from the first go, because in the book it was somehow vague, even in English.

There you need signs that are not related to the price, which is kind of confusing... where to get such signs

 
mytarmailS #:

They need signs that aren't price-related, which is kind of confusing... where to get them.

I'm not ready to say anything yet ) Especially since in kozula everything is aimed at evaluating the causal effect, and we need TC, not evaluation.

 
mytarmailS #:

They need signs that aren't price-related, which is kind of confusing... where to get them.

Stock markets are full of non-price related indicators.

 
СанСаныч Фоменко #:

Stock markets are full of non-price related attributes

Name 5 grand at least.

Reason: